Sparse reduced-rank regression with covariance estimation

Mathematics

• Covariance 100%
• Error Covariance 100%
• Matrix 50%
• Covariance Matrix 50%
• Linear Regression 50%
• Numerical Algorithm 50%
• Covariance Structure 50%
• Likelihood Function 50%
• Simulation Study 50%
• Regression Model 50%
• Multivariate Regression 50%
• Reduced-Rank Regression Model 50%
• Real Data 50%
• Relevant Variable 50%

Keyphrases

• Model Parsimony 50%